Results 11 to 20 of about 27,297,467 (168)

Probabilistic Rounding Error Analysis of Householder QR Factorization [PDF]

open access: yesSIAM Journal on Matrix Analysis and Applications, 2023
Abstract. The standard worst-case normwise backward error bound for Householder QR factorization of an [Formula: see text] matrix is proportional to [Formula: see text], where [Formula: see text] is the unit roundoff. We prove that the bound can be replaced by one proportional to [Formula: see text] that holds with high probability if
Michael P. Connolly, Nicholas J. Higham
openaire   +6 more sources

Numerical Fuzz: A Type System for Rounding Error Analysis [PDF]

open access: yesProceedings of the ACM on Programming Languages
Algorithms operating on real numbers are implemented as floating-point computations in practice, but floatingpoint operations introduce roundoff errors that can degrade the accuracy of the result. We propose Λ num
Ariel E. Kellison, Justin Hsu
openaire   +4 more sources

FPU-Supported Running Error Analysis [PDF]

open access: yesActa Polytechnica, 2010
A-posteriori forward rounding error analyses tend to give sharper error estimates than a-priori ones, as they use actual data quantities. One of such a-posteriori analysis – running error analysis – uses expressions consisting of two parts; one generates
T. Zahradnický, R. Lórencz
doaj   +2 more sources

Statistical Analysis of Rounded Data: Measurement Errors vs Rounding Errors [PDF]

open access: yesJournal of Mathematical Sciences, 2018
Consider the measurements in which the discretization step is constant and without loss of generality is equal to 1. The measured value \(X\) is rounded to the closest integer \(X^*\) according to the rule \(X^*=[X+0.5]\) where \([x]\) is the integer part of \(x\). Measurements of the quantity \(\mu\) are considered as i.i.d. random samples \(X_1,\dots,
Ushakov, Nikolai, Ushakov, Vladimir G.
openaire   +2 more sources

A quantitative probabilistic investigation into the accumulation of rounding errors in numerical ODE solution. [PDF]

open access: yes, 2009
We examine numerical rounding errors of some deterministic solvers for systems of ordinary differential equations (ODEs) from a probabilistic viewpoint. We show that the accumulation of rounding errors results in a solution which is inherently random and
Turner, Amanda, Mosbach, Sebastian
core   +4 more sources

Symmetric and Asymmetric Rounding [PDF]

open access: yes, 2006
If rounded data are used in estimating moments and regression coefficients, the estimates are typically more or less biased. The purpose of the paper is to study the bias inducing effect of rounding, which is also seen when population moments instead of ...
Ahmad, A. S.   +3 more
core   +1 more source

Probabilistic Rounding and Sheppard's Correction [PDF]

open access: yes, 2008
When rounded data are used in place of the true values to compute the variance of a variable or a regression line, the results will be distorted. Under suitable smoothness conditions on the distribution of the variable(s) involved, this bias, however ...
Komlos, John, Schneeweiß, Hans
core   +1 more source

Rounding Error Analysis of Mixed Precision Block Householder QR Algorithms [PDF]

open access: yesSIAM Journal on Scientific Computing, 2021
Although mixed precision arithmetic has recently garnered interest for training dense neural networks, many other applications could benefit from the speedups and lower storage cost if applied appropriately. The growing interest in employing mixed precision computations motivates the need for rounding error analysis that properly handles behavior from ...
Lucia Minah Yang   +2 more
openaire   +4 more sources

Error Analysis of Band Matrix Method [PDF]

open access: yes, 1984
Numerical error in the solution of the band matrix method based on the elimination method in single precision is investigated theoretically and experimentally, and the behaviour of the truncation error and the roundoff error is clarified.
Taniguchi, Takeo, Soga, Akira
core   +1 more source

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